Subsampling the distribution of diverging statistics with applications to finance

Patrice Bertail (), Dimitris Politis, Haeffke Christian and Halbert White
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Patrice Bertail: FP2M - Fédération Parisienne de Modélisation Mathématique - CNRS - Centre National de la Recherche Scientifique, MODAL'X - Modélisation aléatoire de Paris X - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique
Dimitris Politis: UC San Diego - University of California [San Diego] - UC - University of California

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Date: 2004-06
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Published in Journal of Econometrics, 2004, 120 (2), pp.295-326. ⟨10.1016/S0304-4076(03)00215-X⟩

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Journal Article: Subsampling the distribution of diverging statistics with applications to finance (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03148840

DOI: 10.1016/S0304-4076(03)00215-X

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